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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+695.84%
30d Period Avg+47.57%
swing±223.41%
LONG QFEX · now
−91.56%
30d avg:+0.92%
SHORT Crypto.com · nowBOTUSD-PERP
+604.28%
30d avg:+48.49%
Entry Spread Now
−0.938%
Against youL 27.1041 · S 26.8500−$93.75 if it converges
24h range −1.20%…+1.62% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$208.87
+2.09%
$Avg Daily PnL
+$9.41
+0.0941%
★Best Day
+$57.11
Sep 3
◎Open Interest
⚡Funding APR
+34.33%
annualized · funding only
⚠Execution Cost
−$73.34
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$73.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.